+449.8%
VLO vs ETR
+158.0%
+291.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -16.6% | +7.7% | -24.3% | -17.8% |
| 3M | +12.3% | +5.7% | +6.6% | +11.0% |
| 6M | +47.8% | -0.3% | +48.1% | +47.5% |
| YTD | +126.7% | +23.4% | +103.4% | +115.0% |
| 1Y | +105.4% | +18.5% | +86.9% | +96.5% |
| 3Y | +222.0% | +155.6% | +66.4% | +147.2% |
| 5Y | +449.8% | +158.7% | +291.2% | +304.7% |
| All | +449.8% | +158.0% | +291.8% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling